1. Aggregate Tail Risk and Expected Returns. (30th January 2018) Authors: Chapman, David A; Gallmeyer, Michael F; Martin, J Spencer Journal: Review of asset pricing studies Issue: Volume 8:Number 1(2018:Jun.) Page Start: 36 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Linear Approximations and Tests of Conditional Pricing Models. (27th January 2018) Authors: Brandt, Michael W; Chapman, David A Journal: Review of finance Issue: Volume 22:Number 2(2018) Page Start: 455 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗